For commodity strategists and risk professionals, the benefits of developing 'realistic' methods for energy commodities are substantial. The key objective of our state-of-the-art course 'Scenarios and Forecasting of Energy Commodities' is to give participants insight on the latest conceptual frameworks and transferable technical skills for both long- and short-term analytics of energy commodity fundamentals and prices.

Public

Executives, consultants and professionals involved in energy trading and/or long-term investment decision and strategic planning who are willing to sharpen their expertise in the field of energy commodities.

He is best known for his work on agent-based, fundamentally driven models that focus on energy & commodities market dynamics to support risk-adjusted investments decisions in energy & commodities.

Vlasios obtained his BA in Economics from the Aristotle University of Thessaloniki (Greece) and his MSc and PhD from City University London (UK). He has published numerous articles in academic journals and professional magazines with a focus on energy policy, oil and gas markets, scenario analysis, agent-based models, applied econometrics, business forecasting and risk management. Vlasios is also co-Editor of the Oil and Gas Prospects SI at the Energy Policy Journal and co-Editor of the book Global Energy Policy and Security, published by Springer.

Vlasios also contributes to world-impacting events such as focused roundtable discussions organised by Chatham House and the Pacific Energy Summmit following the invitation by the US National Bureau of Asian Research. He led the policy report Investment opportunities in Greece: Oil, gas, electricity and renewables for KEPE (under the Ministry of Regional Development and Competitiveness) while contributing at the House of Commons Energy and Climate Change Select Committee inquiry The UK's Energy Supply: Security or Independence?

Frais & financement

Registration fee for participants is £2,500.Early bird discount 10% applicable until the end of April. Discounts for PhD students available upon request.

Category

Discount

B2B

10%

ESCP Europe Alumni

10%

Points clés

Developing flexible regression models for short-term forecasting

Semi-Parametric and Non-Parametric quantile regression methods

Time-varying parameters models for smoother changes over time

Energy scenario building blocks for long-term outlooks

Development of global scenario projections

The main application areas considered are:

spot oil prices/future contracts; and

gas & oil demand and production dynamics for 216 countries around the world

The computer workshops will use the R software for statistical computing for short-term forecasts, and the ACEGES model for long-term scenarios. All required course materials will be distributed as the course progresses.

Pedagogical ApproachThe course is organised as a problem-based workshop wherein learning activities are structured in response to a specific real-world problem or task. Through this, the course gives participants the opportunity to develop both subject-specific and transferable skills. As a result of the problem-based learning approach, leading-edge modelling techniques are presented in an intuitive way with the minimum of theoretical statistics and mathematics.